+16.0%
BX vs QBTS
+71.2%
-55.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.7% |
| 7D | -8.9% | -1.0% | -8.0% | -8.9% |
| 30D | -14.8% | -17.6% | +2.9% | -14.0% |
| 3M | +6.9% | -28.3% | +35.3% | +8.3% |
| 6M | +16.3% | -11.2% | +27.5% | +15.6% |
| YTD | -16.1% | -36.3% | +20.2% | -15.5% |
| 1Y | -26.8% | +3.9% | -30.6% | -28.6% |
| 3Y | +22.4% | +1,728.8% | -1,706.3% | -1.9% |
| 5Y | +16.0% | +70.9% | -54.9% | -18.0% |
| All | +16.0% | +71.2% | -55.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling